Access Statistics for Emma M. Iglesias

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 70 0 0 11 183
Asymptotic normality of the QMLE in the level-effect ARCH model 0 0 0 40 0 0 2 136
Banking, Currency, Stock Market and Debt Crises: Revisiting Reinhart & Rogoff Debt Analysis in Spain, 1850-1995 0 0 1 93 0 1 12 99
Estimation of tail thickness parameters from GJR-GARCH models 0 0 0 258 0 0 5 846
Extending the Use of the Block-Block Bootstrap to AR(∞) Processes 0 0 0 0 0 0 0 95
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 0 0 80 0 0 0 312
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 0 0 0 283
Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary 0 0 0 73 0 0 1 159
Money Market Integration in Spain in the Ninetheen Century: The Role of the 1875-1885 Decade 0 0 1 27 4 9 35 65
Semiparametric Inference in a GARCH-in-Mean Model 0 0 0 137 0 0 4 352
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 1 117 0 0 1 577
Testing for Breaks Using Alternating Observations 0 0 0 84 0 0 0 272
The estimation of simultaneous equation models under conditional heteroscedasticity 0 0 0 181 0 0 0 615
The limiting properties of the QMLE in a general class of asymmetric volatility models 0 0 0 104 0 0 0 240
Total Working Papers 0 0 3 1,326 4 10 71 4,234


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS 0 0 0 0 0 0 1 39
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 18 0 1 5 73
An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market 0 0 0 40 0 0 1 117
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 0 0 0 233
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 0 112 0 0 1 296
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 0 0 0 33 0 0 0 109
Asymptotic normality of the MLE in the level-effect ARCH model 0 0 0 1 0 0 3 18
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 28 0 0 0 107
Banking, currency, stock market and debt crises in Spain, 1850–1995 0 0 0 34 0 0 3 64
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters 0 0 1 62 0 0 6 246
Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital 1 1 2 45 1 1 2 108
Constrained k-class Estimators in the Presence of Weak Instruments 1 1 1 10 1 1 1 73
Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) 0 0 0 51 1 1 2 412
Editorial 0 0 0 5 0 0 0 25
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 0 0 0 47 1 1 2 194
Evolution over time of the determinants of preferences for redistribution and the support for the welfare state 0 0 0 4 0 1 1 25
Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America 0 0 1 25 0 1 3 102
Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade 0 0 0 8 0 0 0 72
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 0 30 0 0 0 110
Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation 0 0 0 37 0 0 0 163
First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator 0 0 0 50 0 0 1 196
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model 0 0 0 38 0 1 6 63
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS 0 0 0 27 0 0 0 95
Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models 0 0 0 28 0 0 1 98
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 1 1 1 63
Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US 0 0 0 46 0 0 0 185
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia 0 0 3 75 0 1 5 311
Inversión privada, gasto publico e impuestos en la Unión Europea 0 0 2 8 0 0 3 19
Inversión privada, gasto público y presión tributaria en América Latina 0 0 0 20 0 0 0 78
Inversión privada, gasto público y presión tributaria en Ecuador 1 1 2 4 1 3 10 19
Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions? 0 0 0 0 0 0 0 0
Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary 0 0 0 34 0 0 2 108
Partial maximum likelihood estimation of spatial probit models 0 0 2 178 0 1 3 540
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 0 0 1 90
Semiparametric inference in a GARCH-in-mean model 0 0 0 62 0 0 0 263
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 0 0 63 0 1 1 234
Testing of the mean reversion parameter in continuous time models 0 0 1 10 0 0 1 65
The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models* 0 0 2 4 0 1 8 11
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 0 0 0 12 0 0 0 42
The influence of extreme events such as Brexit and Covid-19 on equity markets 1 1 1 3 1 1 2 8
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models 0 0 0 8 0 0 0 28
Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation 0 0 0 16 0 0 0 80
Value at Risk of the main stock market indexes in the European Union (2000–2012) 0 0 1 31 0 0 1 110
Volatility spill-overs in commodity spot prices: New empirical results 0 0 0 65 1 1 2 252
Voter decisions on eminent domain and police power reforms 0 0 0 14 0 0 0 122
XV Applied Economics Meeting 0 0 0 3 0 0 0 26
Total Journal Articles 4 4 19 1,470 8 18 79 5,692
1 registered items for which data could not be found


Statistics updated 2024-06-06